Suhas Ghorpadkar's repositories
mbs-pricer
An old project to simulate pricing for Mortgage-Backed Securities (MBS)
Quant-Fin-Basics
My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".
QLWrapperLib
AWS Lambda with CPP runtime - hosting QuantLib swap pricer
Algorithms-Analysis
Homework sets from UNC COMP 550 (Algorithms & Analysys) Fall 2017
BaruchAdvancedCpp
Code developed for the Advanced C++ and Modern Design Online Certificate taken with Baruch MFE program and taught by Dr. Daniel Duffy from QuantNet
CDS_Bootstrap
Bootstrapping of Credit Default Swaps (CDS's) using Cholesky Decomposition
CS162-Operating-Systems-and-System-Programming-Homework
CS 162: Operating Systems and System Programming Homework
Data_Driven_Science_Python_Demos
IPython notebooks with demo code intended as a companion to the book "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by J. Nathan Kutz and Steven L. Brunton
Disruptor-cpp
Port of LMAX Disruptor to C++
examples_cpp
Examples of designs using C++11/14
FinEngLech
My C++ code examples for Lech's Financial Engg course on YouTube
ib_insync-guide-interactive-brokers
A guide to using the Interactive Brokers API with the Python ib_insync library
ITCH
Nasdaq Order Book Reconstructor
jason-cpp-starter
Jason Turner's cpp starter
java-cme-mdp3-handler
Java Market Data Handler for CME Market Data (MDP 3.0)
LiborMarketModel-1
Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option
LowLatencyProgramming
A repository benchmarking low latency techniques
mbs-analytics
Cash flow and analytics engine for mortgage-backed securities (MBS)
MBSModel
Building a Pricing and Risk Application for Mortgage Backed Securities using Python
python2rust
Code for Youtube series introducing Rust to Python programmers
Sharing_ISL_python
An Introduction to Statistical Learning with Applications in PYTHON
SOFRcurve
A small jupyter notebook that creates a term structure from the implied rates of SOFR futures. Once LIBOR is gone, you might need it
universe
Java implementation of most Excel formula functions.